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Personal profile

Personal profile

Yi Hong received his Ph.D from University of Warwick in 2011. Currently, he is the Programme Director (PD) of Financial Mathematics (UG) Programme, and also is the Deputy Director of Research Institute of Quantitative Finance (RIQF). Before joining XJTLU, he worked as a risk analyst in interest-rate derivatives at Lloyds TSB Bank Group, UK. and had experiences in information technology industry. Dr. Hong’s research area is mainly on asset pricing and financial risk management in derivatives markets, volatility trading and asset allocation and study on hedge funds in China.

Research interests

Asset Pricing and Allocation

Financial Econometrics

Financial Risk Management

Stochastic Modelling


Xian Jiaotong Liverpool University (2011‐Present)

Visiting Research Follow, Shanghai Advanced Institute of Finance (SAIF) (2015-2017)

Risk Analyst in Interest RatesDerivatives, Lloyds TSB Bank Group, UK (2005-2006)


MTH322 Probability Measures and Asset Pricing

MTH319 Financial Engineering

MTH222 Financial Modeling with VBA

MTH202 Introduction to Financial Mathematics

MTH016 Introduction to Financial Modelling

MTH008 Multivariable Calculus

Awards and honours

Visiting Scholar at Shanghai Advanced Institute of Finance (SAIF) (2015-2017)

Person Types

  • Staff


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